Because Yeshua is His correct name! “Jesus” is the hellenized-anglicized form of His actual Hebrew name “Yeshua” which means “Salvation”. Yeshua never heard the name “Jesus” in His lifetime. He was always called “Yeshua,” which is a name that is very similar to “Joshua,” a common Hebrew name at that time. (Good examples of this name, in reference to the Messiah, is in Is. 62:11, in the Old Covenant and also in
Mt. 1:21 in the New Covenant).